Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47407.97 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46009.95 Kr¶

PnL: ---------------------------------------> -878.62 Kr¶

DD now: ---------------------------------> -2.513 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:53:18.914016'

Anic Portfolio¶

Today¶

Return: -0.251 %¶

This Week¶

Return: -0.251 %¶

Total¶

Return: 55.202 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.490000 768.400000 95.400000 14.180000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.300000 3525.240000 71.240000 2.060000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.280000 3410.400000 33.400000 0.990000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.410000 386.300000 31.300000 8.820000 355.000000
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.440000 601.260000 27.260000 4.750000 573.999998
Swedbank A 3 -0.180000 588.300000 24.300000 4.310000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.500000 539.800000 12.800000 2.430000 527.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Securitas B 6 -2.330000 574.320000 4.320000 0.760000 570.000000
Corem Property Group B 59 -5.290000 581.150000 4.150000 0.720000 576.999999
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.640000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.000000 530.000000 -2.000000 -0.380000 532.000000
Handelsbanken A 5 0.230000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 0.220000 568.890000 -14.110000 -2.420000 582.999984
Boozt 12 -2.370000 1630.800000 -23.200000 -1.400000 1653.999996
International Petroleum Corp. 5 -1.740000 564.000000 -30.570000 -5.140000 594.565215
CTEK 13 -1.630000 501.280000 -32.720000 -6.130000 533.999999
Essity B 2 0.970000 539.600000 -34.400000 -5.990000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.370000 3794.000000 -56.000000 -1.450000 3850.000000
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 0.500000 1452.600000 -211.400000 -12.700000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -1.870000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46011.640000 -876.930000 -2.50922% 46888.564618

Updated:¶

'2023-01-30 10:52:52.785213'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶